On a lower bound on the computational complexity of a parallel implementation of the branch-and-bound method

We study parallel complexity of the branch-and-bound method for optimization problems. We consider a standard implementation scheme for the branch-and-bound method on a parallel system, in which first only one processor is working, and then the resulting subtasks are given out to other processors. For this scheme, we give a lower bound on the parallel complexity independent of the problem. We study the complexity of this scheme for the Boolean knapsack problem. For a classical algorithmically hard example, we obtain parallel complexity bounds and show that these bounds coincide in order with each other and with the common lower bound on parallel complexity. Thus, we show that the common lower bound is achieved, in the order, for some optimization problems.     

Branch-and-bound algorithm for a competitive facility location problem

We study a mathematical model generalizing the well-known facility location problem. In this model we consider two competing sides successively placing their facilities and aiming to “capture” consumers, in order to make maximal profit. We state the problem as a bilevel integer programming problem, regarding optimal noncooperative solutions as optimal solutions. We propose a branch-and-bound algorithm for finding the optimal noncooperative solution. While constructing the algorithm, we represent our problem as the problem of maximizing a pseudo-Boolean function. An important ingredient of the algorithm is a method for calculating an upper bound for the values of the pseudo-Boolean function on subsets of solutions. We present the results of a simulation demonstrating the computational capabilities of the proposed algorithm.     

Multiple-model based predictive control of nonlinear hybrid systems based on global optimization using the Bernstein polynomial approach

In this paper, we propose a Bernstein polynomial based global optimization algorithm for the optimal feedback control of nonlinear hybrid systems using a multiple-model approach. Specifically, we solve at every sampling instant a polynomial mixed-integer nonlinear programming problem arising in the model predictive control strategy. The proposed algorithm uses the Bernstein polynomial form in a branch-and-bound framework, with new ingredients such as branching for integer decision variables and fathoming for each subproblem in the branch-and-bound tree. The performance of the proposed algorithm is tested and compared with existing algorithms on a benchmark three-spherical tank system. The test results show the superior performance of the proposed algorithm.     

Weighted and unweighted maximum clique algorithms with upper bounds from fractional coloring

The linear programming relaxation of the minimum vertex coloring problem, called the fractional coloring problem, is NP-hard. We describe efficient approximation procedures for both the weighted and unweighted versions of the problem. These fractional coloring procedures are then used for generating upper bounds for the (weighted or unweighted) maximum clique problem in the framework of a branch-and-bound procedure. Extensive computational testing shows that replacing the standard upper bounding procedures based on various integer coloring heuristics with the somewhat more expensive fractional coloring procedure results in improvements of the bound by up to one-fourth in the unweighted and up to one-fifth in the weighted case, accompanied by a decrease in the size of the search tree by a factor of almost two.This research was supported by the National Science Foundation under Grant No. DDM-9201340 and the Office of Naval Research through Contract N00014-85-K-0198.     

Solving constraint optimization problems from CLP-stylespecifications using heuristic search techniques

Presents a framework for efficiently solving logic formulations of combinatorial optimization problems using heuristic search techniques. In order to integrate cost, lower-bound and upper-bound specifications with conventional logic programming languages, we augment a constraint logic programming (CLP) language with embedded constructs for specifying the cost function and with a few higher-order predicates for specifying the lower and upper bound functions. We illustrate how this simple extension vastly enhances the ease with which optimization problems involving combinations of Min and Max can be specified in the extended language CLP* and we show that CSLDNF (Constraint SLD resolution with Negation as Failure) resolution schemes are not efficient for solving optimization problems specified in this language. Therefore, we describe how any problem specified using CLP* can be converted into an implicit AND/OR graph, and present an algorithm called GenSolve which can branch-and-bound using upper and lower bound estimates, thus exploiting the full pruning power of heuristic search techniques. A technical analysis of GenSolve is provided. We also provide experimental results comparing various control strategies for solving CLP* programs     

Topology optimization of trusses with stress and local constraints on nodal stability and member intersection

A truss topology optimization problem under stress constraints is formulated as a Mixed Integer Programming (MIP) problem with variables indicating the existence of nodes and members. The local constraints on nodal stability and intersection of members are considered, and a moderately large lower bound is given for the cross-sectional area of an existing member. A lower-bound objective value is found by neglecting the compatibility conditions, where linear programming problems are successively solved based on a branch-and-bound method. An upper-bound solution is obtained as a solution of a Nonlinear Programming (NLP) problem for the topology satisfying the local constraints. It is shown in the examples that upper- and lower-bound solutions with a small gap in the objective value can be found by the branch-and-bound method, and the computational cost can be reduced by using the local constraints.     

Choosing optimal road trajectory with random work cost in different areas

We consider the road construction optimization problem in deterministic and stochastic settings. We show a mathematical model of the road construction process that takes into account varying work costs in different areas. We propose an algorithm for this problem based on dynamical programming, scenario scheme, and the branch-and-bound method. We illustrate our constructions with an example.     

基于分支定界-改进AO~*算法的序贯测试策略优化

针对经典AO*算法在求解序贯测试问题中复杂度太大的难题,提出测试选择与策略优化联合的方法;首先基于解析冗余关系(ARRs)把测试选择问题映射为一个特殊的0-1整数规划(IP)模型并用分支定界法求解之,得到最优测试;然后通过两步回溯改进的AO*算法确定最优测试顺序;在一个组合电路的应用表明算法优化了测试点数,减少了扩展节点数,降低了经典算法的复杂度。     

航天TT&C调度的拉格朗日松弛策略

根据航天遥测、跟踪和指挥(TT&C)调度的测控需求,建立航天测控调度问题的0-1整数规划模型,运用 、 和 3种策略对模型中的约束进行松弛,通过次梯度优化算法求得每种松弛问题的上界。利用2个场景验证上界(目标函数值)的有效性,调度结果表明,3种松弛策略中以次梯度优化算法得到的上界差别最小。     

A heuristic-based branch and bound algorithm for unconstrained quadratic zero-one programming

In this paper we describe a branch and bound algorithm for solving the unconstrained quadratic 0–1 programming problem. The salient features of it are the use of quadratic programming heuristics in the transformation of subproblems and exploiting some classes of facets of the polytope related to the quadratic problem in deriving upper bounds on the objective function. We develop facet selection procedures that form a basis of the bound computation algorithm. We present computational experience on four series of randomly generated problems and 14 real instances of a quadratic problem arising in design automation. We remark that the same ideas can also be applied to some other combinatorial optimization problems.     

Heuristic and exact algorithms for the max–min optimization of the multi-scenario knapsack problem

We are concerned with a variation of the standard 0–1 knapsack problem, where the values of items differ under possible S scenarios. By applying the ‘pegging test’ the ordinary knapsack problem can be reduced, often significantly, in size; but this is not directly applicable to our problem. We introduce a kind of surrogate relaxation to derive upper and lower bounds quickly, and show that, with this preprocessing, the similar pegging test can be applied to our problem. The reduced problem can be solved to optimality by the branch-and-bound algorithm. Here, we make use of the surrogate variables to evaluate the upper bound at each branch-and-bound node very quickly by solving a continuous knapsack problem. Through numerical experiments we show that the developed method finds upper and lower bounds of very high accuracy in a few seconds, and solves larger instances to optimality faster than the previously published algorithms.     

单向航道下连续泊位分配与船舶调度集成优化

为改善单向航道连续泊位港口的运营效率,研究泊位分配与船舶进出港调度集成优化.考虑潮汐、进出港时段交替与偏好泊位的影响,建立0-1整数线性规划模型,以船舶偏离偏好泊位成本和滞期成本为优化目标,确定各艘船舶的靠泊位置与进出港时刻.针对问题情境和其特有的约束条件,将原数学模型通过Dantzig-Wolfe分解方法分成主问题模...     

Approximate dynamic programming for link scheduling in wireless mesh networks

In this paper a novel interference-based formulation and solution methodology for the problem of link scheduling in wireless mesh networks is proposed. Traditionally, this problem has been formulated as a deterministic integer program, which has been shown to be -hard. The proposed formulation is based on dynamic programming and allows greater flexibility since dynamic and stochastic components of the problem can be embedded into the optimization framework. By temporal decomposition we reduce the size of the integer program and using approximate dynamic programming (ADP) methods we tackle the curse of dimensionality. The numerical results reveal that the proposed algorithm outperforms well-known heuristics under different network topologies. Finally, the proposed ADP methodology can be used not only as an upper bound but also as a generic framework where different heuristics can be integrated.     

The general problem solving algorithm and its implementation

By generalising problem solving techniques such as divide-and-conquer, dynamic programming, tree and graph searching, integer programming and branch-and-bound, a general problem solving algorithm is deduced. Various examples of the use of this algorithm are given and its implementation on both sequential and parallel machines, such as the cosmic cube, is discussed.     

A new branch-and-bound algorithm for standard quadratic programming problems

In this paper we propose convex and LP bounds for standard quadratic programming (StQP) problems and employ them within a branch-and-bound approach. We first compare different bounding strategies for StQPs in terms both of the quality of the bound and of the computation times. It turns out that the polyhedral bounding strategy is the best one to be used within a branch-and-bound scheme. Indeed, it guarantees a good quality of the bound at the expense of a very limited computation time. The proposed branch-and-bound algorithm performs an implicit enumeration of all the KKT (stationary) points of the problem. We compare different branching strategies exploiting the structure of the problem. Numerical results on randomly generated problems (with varying density of the underlying convexity graph) are reported which show the effectiveness of the proposed approach, in particular in limiting the growth of the number of nodes in the branch-and-bound tree as the density of the underlying graph increases.     

Exact algorithms for a scheduling problem with unrelated parallel machines and sequence and machine-dependent setup times

A scheduling problem with unrelated parallel machines, sequence and machine-dependent setup times, due dates and weighted jobs is considered in this work. A branch-and-bound algorithm (B&B) is developed and a solution provided by the metaheuristic GRASP is used as an upper bound. We also propose a set of instances for this type of problem. The results are compared to the solutions provided by two mixed integer programming models (MIP) with the solver CPLEX 9.0. We carry out computational experiments and the algorithm performs extremely well on instances with up to 30 jobs.     

A perspective-based convex relaxation for switched-affine optimal control

We consider the switched-affine optimal control problem, i.e., the problem of selecting a sequence of affine dynamics from a finite set in order to minimize a sum of convex functions of the system state. We develop a new reduction of this problem to a mixed-integer convex program (MICP), based on perspective functions. Relaxing the integer constraints of this MICP results in a convex optimization problem, whose optimal value is a lower bound on the original problem value. We show that this bound is at least as tight as similar bounds obtained from two other well-known MICP reductions (via conversion to a mixed logical dynamical system, and by generalized disjunctive programming), and our numerical study indicates it is often substantially tighter. Using simple integer-rounding techniques, we can also use our formulation to obtain an upper bound (and corresponding sequence of control inputs). In our numerical study, this bound was typically within a few percent of the optimal value, making it attractive as a stand-alone heuristic, or as a subroutine in a global algorithm such as branch and bound. We conclude with some extensions of our formulation to problems with switching costs and piecewise affine dynamics.     

An investigation on a two-agent single-machine scheduling problem with unequal release dates

This paper addresses a two-agent scheduling problem on a single machine with arbitrary release dates, where the objective is to minimize the tardiness of one agent, while keeping the lateness of the other agent below or at a fixed level Q. A mixed integer programming model is first presented for its optimal solution, admittedly not to be practical or useful in the most cases, but theoretically interesting since it models the problem. Thus, as an alternative, a branch-and-bound algorithm incorporating with several dominance properties and a lower bound is provided to derive the optimal solution and a marriage in honey-bees optimization algorithm (MBO) is developed to derive the near-optimal solutions for the problem. Computational results are also presented to evaluate the performance of the proposed algorithms.     

Algorithms for the boundary selection problem

User-oriented clustering schemes enable the classification of documents based upon the user's perception of the similarity between documents, rather than on some similarity function presumed by the designer to represent the user's criteria. In an earlier paper it was shown that such a classification scheme can be developed in two stages. The first stage involves the accumulation of relevance judgements provided by users,vis-à-vis past query instances, into a suitable structure. The second stage consists of cluster identification. When the structure chosen, in the first stage, for the accumulation of corelevance characteristics of documents is a straight line, the second stage can be formulated as a function optimization problem termed the Boundary Selection Problem (BSP). A branch-and-bound algorithm with a good bounding function is developed for the BSP. Although significant pruning is achieved due to the bounding function, the complexity is still high for a problem of a large size. For such a problem a heuristic that divides it into a number of subproblems, each being solved by a branch-and-bound approach, is developed. Then the overall problem is mapped to an integer knapsack problem and solved by the use of dynamic programming. The tradeoff between accuracy and complexity can be controlled, giving the user a preference of one over the other. Assuming that the heuristic which divides the overall problem introduces no errors and is given sufficient time, the branch and bound with dynamic programming (BBDP) approach will converge to the optimal solution. Two other heuristic approaches, one with the application of a polynomial dynamic programming algorithm and the other which works in a greedy way, are also proposed for the BSP and an experimental comparison of all these approaches is provided. Experimental results indicate that all proposed algorithms show better performance compared with the existing algorithm.     

Uncapacitated single and multiple allocation p-hub center problems

The hub median problem is to locate hub facilities in a network and to allocate non-hub nodes to hub nodes such that the total transportation cost is minimized. In the hub center problem, the main objective is one of minimizing the maximum distance/cost between origin destination pairs. In this paper, we study uncapacitated hub center problems with either single or multiple allocation. Both problems are proved to be NP-hard. We even show that the problem of finding an optimal single allocation with respect to a given set of hubs is already NP-hard. We present integer programming formulations for both problems and propose a branch-and-bound approach for solving the multiple allocation case. Numerical results are reported which show that the new formulations are superior to previous ones.